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Source code for the paper J. Keiner and B. Waterhouse. Fast Principal Components Analysis method for finance problems with unequal time steps. In P. L'Ecuyer and A. B. Owen, editors, Monte Carlo and Quasi-Monte Carlo Methods 2008, Springer Verlag, 2010
An open-source package for analysis of neurophysiological data-- offline (vs real-time) processing of single-neuron spike trains or EEG data associated with behavior and memory processes. Currently MATLAB heavy, with some Windows specific code.